-4.8%
PCOR vs LII
-29.2%
+24.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +22.7% | -0.6% | +23.3% | +22.8% |
| 30D | +37.5% | -4.6% | +42.1% | +37.3% |
| 3M | +35.2% | -21.2% | +56.4% | +32.6% |
| 6M | +42.2% | -36.4% | +78.7% | +36.9% |
| YTD | +3.6% | -28.9% | +32.5% | -1.9% |
| 1Y | -4.8% | -29.5% | +24.8% | -9.4% |
| All | -4.8% | -29.2% | +24.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling